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- Title:
Closed-form optimal investment under generalized GARCH Models
- Document type:
- Working Paper
- Author(s):
- ESCOBAR M. LAUSSER T. R. ZAGST
- Non-TUM Co-author(s):
- Ja
- Cooperation:
- international
- Editor:
- European Financial Management
- Intellectual Contribution:
- Discipline-based Research
- Year:
- 2025
- Key publication:
- Nein
- Commissioned:
- not commissioned
- Technology:
- Nein
- Interdisciplinarity:
- Nein
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